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Logic behind importance ranking in Gradient Boosted Tree (GBT)

PireheloPirehelo Member Posts: 12 Contributor I
edited November 2018 in Help

Hi,

Could you please explain what is the basis for ranking the importance of attributes in the GBT? For example, is it based on information gain or does it use a backward propagation/forward elimination approach such as the one in SelectAttribute operator does? I would appreciate your answers. I would appreciate even more if you could provide me with an article or a webpage (hopefully from rapidminer documentation) that explains the mathematical logic for ranking the attribute importance in Gradient Boosted Trees (GBT)

 

Thanks,

Best Answer

  • mschmitzmschmitz Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,127  RM Data Scientist
    Solution Accepted

    Hi,

     

    this sounds like deep dive :). Have a look at my favourite ML book, Hastie et. al: https://web.stanford.edu/~hastie/ElemStatLearn/printings/ESLII_print12.pdf

     

    Page 367.

     

    It seems to be just the average of all feature importances of the individual trees.

     

    Best,

    Martin

    - Head of Data Science Services at RapidMiner -
    Dortmund, Germany

Answers

  • PireheloPirehelo Member Posts: 12 Contributor I

    Thanks Martin, I just checked the reference. You made my life easier. Thanks,

    sgenzermschmitz
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